Brownian particle in the curl of 2-d stochastic heat equations

de Lima Feltes, Guilherme; Weber, Hendrik

Research article (journal) | Peer reviewed

Abstract

We study the long time behaviour of a Brownian particle evolving in a dynamic random environment. Recently, Cannizzaro et al. (Ann Probab 50(6):2475–2498, 2022) proved sharp -super diffusive bounds for a Brownian particle in the curl of (a regularisation of) the 2-D Gaussian Free Field (GFF) . We consider a one parameter family of Markovian and Gaussian dynamic environments which are reversible with respect to the law of . Adapting their method, we show that if , with corresponding to the standard stochastic heat equation, then the particle stays -super diffusive, whereas if , corresponding to a fractional heat equation, then the particle becomes diffusive. In fact, for , we show that this is a particular case of Komorowski and Olla (J Funct Anal 197(1):179–211, 2003), which yields an invariance principle through a Sector Condition result. Our main results agree with the Alder–Wainwright scaling argument (see Alder and Wainwright in Phys Rev Lett 18:988–990, 1967; Alder and Wainwright in Phys Rev A 1:18–21, 1970; Alder et al. in Phys Rev A 4:233–237, 1971; Forster et al. in Phys Rev A 16:732–749, 1977) used originally in Tóth and Valkó (J Stat Phys 147(1):113–131, 2012) to predict the -corrections to diffusivity. We also provide examples which display -super diffusive behaviour for .

Details about the publication

JournalJournal of Statistical Physics
Volume191
Article number16
StatusPublished
Release year2024 (28/01/2024)
Language in which the publication is writtenEnglish
DOI10.1007/s10955-023-03224-1
Link to the full texthttps://link.springer.com/article/10.1007/s10955-023-03224-1
KeywordsDiffusion in Dynamic Random Environment; Stochastic Heat Equation; Gaussian Free Field; Super-diffusivity

Authors from the University of Münster

Weber, Hendrik
Professorship of Mathematics (Prof. Weber)